CME Euro FX (E) Future September 2013
| Trading Metrics calculated at close of trading on 09-Sep-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Sep-2013 |
09-Sep-2013 |
Change |
Change % |
Previous Week |
| Open |
1.3118 |
1.3173 |
0.0055 |
0.4% |
1.3212 |
| High |
1.3190 |
1.3281 |
0.0091 |
0.7% |
1.3227 |
| Low |
1.3105 |
1.3166 |
0.0061 |
0.5% |
1.3105 |
| Close |
1.3182 |
1.3260 |
0.0078 |
0.6% |
1.3182 |
| Range |
0.0085 |
0.0115 |
0.0030 |
35.3% |
0.0122 |
| ATR |
0.0089 |
0.0091 |
0.0002 |
2.1% |
0.0000 |
| Volume |
237,405 |
180,752 |
-56,653 |
-23.9% |
958,886 |
|
| Daily Pivots for day following 09-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3581 |
1.3535 |
1.3323 |
|
| R3 |
1.3466 |
1.3420 |
1.3292 |
|
| R2 |
1.3351 |
1.3351 |
1.3281 |
|
| R1 |
1.3305 |
1.3305 |
1.3271 |
1.3328 |
| PP |
1.3236 |
1.3236 |
1.3236 |
1.3247 |
| S1 |
1.3190 |
1.3190 |
1.3249 |
1.3213 |
| S2 |
1.3121 |
1.3121 |
1.3239 |
|
| S3 |
1.3006 |
1.3075 |
1.3228 |
|
| S4 |
1.2891 |
1.2960 |
1.3197 |
|
|
| Weekly Pivots for week ending 06-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3537 |
1.3482 |
1.3249 |
|
| R3 |
1.3415 |
1.3360 |
1.3216 |
|
| R2 |
1.3293 |
1.3293 |
1.3204 |
|
| R1 |
1.3238 |
1.3238 |
1.3193 |
1.3205 |
| PP |
1.3171 |
1.3171 |
1.3171 |
1.3155 |
| S1 |
1.3116 |
1.3116 |
1.3171 |
1.3083 |
| S2 |
1.3049 |
1.3049 |
1.3160 |
|
| S3 |
1.2927 |
1.2994 |
1.3148 |
|
| S4 |
1.2805 |
1.2872 |
1.3115 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3281 |
1.3105 |
0.0176 |
1.3% |
0.0093 |
0.7% |
88% |
True |
False |
227,927 |
| 10 |
1.3400 |
1.3105 |
0.0295 |
2.2% |
0.0088 |
0.7% |
53% |
False |
False |
205,222 |
| 20 |
1.3454 |
1.3105 |
0.0349 |
2.6% |
0.0087 |
0.7% |
44% |
False |
False |
203,856 |
| 40 |
1.3454 |
1.2996 |
0.0458 |
3.5% |
0.0087 |
0.7% |
58% |
False |
False |
202,246 |
| 60 |
1.3454 |
1.2755 |
0.0699 |
5.3% |
0.0100 |
0.8% |
72% |
False |
False |
223,018 |
| 80 |
1.3454 |
1.2755 |
0.0699 |
5.3% |
0.0102 |
0.8% |
72% |
False |
False |
172,848 |
| 100 |
1.3454 |
1.2755 |
0.0699 |
5.3% |
0.0100 |
0.8% |
72% |
False |
False |
138,358 |
| 120 |
1.3454 |
1.2755 |
0.0699 |
5.3% |
0.0100 |
0.8% |
72% |
False |
False |
115,337 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3770 |
|
2.618 |
1.3582 |
|
1.618 |
1.3467 |
|
1.000 |
1.3396 |
|
0.618 |
1.3352 |
|
HIGH |
1.3281 |
|
0.618 |
1.3237 |
|
0.500 |
1.3224 |
|
0.382 |
1.3210 |
|
LOW |
1.3166 |
|
0.618 |
1.3095 |
|
1.000 |
1.3051 |
|
1.618 |
1.2980 |
|
2.618 |
1.2865 |
|
4.250 |
1.2677 |
|
|
| Fisher Pivots for day following 09-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.3248 |
1.3238 |
| PP |
1.3236 |
1.3215 |
| S1 |
1.3224 |
1.3193 |
|